Nails world seemed like it was very closely tied in to some of the worlds you come across before and after it. It's one of the few sets of worlds in any fangame that shows a clear kind of transition from one thing to another. The cog maze has screws, then you go to the Nail World with nails instead of screws, then the red nail passage, then that odd warehouse area with all the two dimensional figures that are depicted in a very similar way to the nails. (Not to mention there's garbage… bins/corners/areas/whatever they're called in Japan everywhere.
It all seems like it adds up to a very prominent theme of artificiality, machinery, and possibly even junk. Everything that shows up in the areas cumulatively is in a very simple, scattered form, like it's unimportant and isn't doing much of anything useful at the moment, hence the barren qualities mentioned in
>>1830.
And with the Uro mannequin in particular, I think it looks like a sort of failed project. Like it was something that someone haphazardly tried to make into something more interesting, but ultimately failed and was tossed away. And what I think is the most significant about it is that weird spinning woman event that the mannequin takes you to, which is certainly the most memorable thing there, but I have no idea what the hell all that is about. :|
Anyways, I think the nail world, as well as the worlds that come after it, deal with people in general being useless, or unimportant, or non-unique. Nail World introduces the idea with the Uro Mannequin that's scrapped and tossed aside, then the Red Nail's Passage puts a more sinister twist on things, and the Warehouse world completes the idea by showing that many people, possibly even everyone, is a wasted project, not just Uro. All the "people" here are cut outs, standing around and doing nothing amongst piles of garbage, refuse from a factory that's built more important things and left them behind.
Wow. That was pretentious.